ECBOT 10 Year T-Note Future December 2011


Trading Metrics calculated at close of trading on 14-Jul-2011
Day Change Summary
Previous Current
13-Jul-2011 14-Jul-2011 Change Change % Previous Week
Open 122-300 123-120 0-140 0.4% 120-230
High 123-150 123-120 -0-030 -0.1% 122-130
Low 122-290 122-280 -0-010 0.0% 120-200
Close 123-110 122-310 -0-120 -0.3% 122-070
Range 0-180 0-160 -0-020 -11.1% 1-250
ATR 0-206 0-203 -0-003 -1.6% 0-000
Volume 1,466 900 -566 -38.6% 6,124
Daily Pivots for day following 14-Jul-2011
Classic Woodie Camarilla DeMark
R4 124-183 124-087 123-078
R3 124-023 123-247 123-034
R2 123-183 123-183 123-019
R1 123-087 123-087 123-005 123-055
PP 123-023 123-023 123-023 123-008
S1 122-247 122-247 122-295 122-215
S2 122-183 122-183 122-281
S3 122-023 122-087 122-266
S4 121-183 121-247 122-222
Weekly Pivots for week ending 08-Jul-2011
Classic Woodie Camarilla DeMark
R4 127-030 126-140 123-064
R3 125-100 124-210 122-227
R2 123-170 123-170 122-174
R1 122-280 122-280 122-122 123-065
PP 121-240 121-240 121-240 121-292
S1 121-030 121-030 122-018 121-135
S2 119-310 119-310 121-286
S3 118-060 119-100 121-233
S4 116-130 117-170 121-076
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 123-270 120-300 2-290 2.4% 0-278 0.7% 70% False False 1,416
10 123-270 120-120 3-150 2.8% 0-238 0.6% 75% False False 1,284
20 123-270 120-120 3-150 2.8% 0-179 0.5% 75% False False 1,148
40 123-270 120-030 3-240 3.0% 0-098 0.3% 77% False False 576
60 123-270 117-130 6-140 5.2% 0-066 0.2% 86% False False 384
80 123-270 115-280 7-310 6.5% 0-049 0.1% 89% False False 289
100 123-270 115-210 8-060 6.7% 0-039 0.1% 89% False False 231
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-012
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 125-160
2.618 124-219
1.618 124-059
1.000 123-280
0.618 123-219
HIGH 123-120
0.618 123-059
0.500 123-040
0.382 123-021
LOW 122-280
0.618 122-181
1.000 122-120
1.618 122-021
2.618 121-181
4.250 120-240
Fisher Pivots for day following 14-Jul-2011
Pivot 1 day 3 day
R1 123-040 123-115
PP 123-023 123-073
S1 123-007 123-032

These figures are updated between 7pm and 10pm EST after a trading day.

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